Help Please / Drying to delete items

Newbie here. Last night while trying to dump iphoto pics to external HD ... something happened. All of my desktop icons were gone. When I click on desktop, it shows the 20k+ photos listed in that folder. I have no idea how they got there, but it will not allow me to delete them from my desktop folder. It's giving me the warning that they may be being used by another folder. I can click 'ignore' and delete ... but I obviously don't want to click this 20k+ times. Any help ... go easy on me.

Newbie here. I just dumped a years worth of photos (20k+) from iphoto to an external HD. After the process, I noticed that my desktop icons were gone. When I go to finder>desktop ... It shows my previous desktop folders AND the 20K+ images that were dumped. I imagine that this is why me desktop is blank. When I go to delete I get a pop up telling me that "this file is being used by another program or location ..." Obviously I can hit the continue tab ... but there is no way I can do this 20k+ times. Does anyone have any idea what happened ... or what I can do to fix? Go easy on me ...